An urn model associated with Jacobi polynomials

DOI10.2140/CAMCOS.2010.5.55MaRDI QIDQ970451zbMATH OpenOpenAlexFDO

Authors F. Alberto Grünbaum

Publication date 19 May 2010

Published in Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0908.3894, http://pjm.math.berkeley.edu/camcos/2010/5-1/p03.xhtml

zbMATH Keywords

random walksJacobi polynomialsorthogonal polynomialsurn models

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Abstract: We consider an urn model leading to a random walk that can be solved explicitly in terms of the well known Jacobi polynomials.

Cited in

(6)

• Some arithmetic properties of Pólya's urn
• Stochastic LU factorizations, Darboux transformations and urn models
• The bilateral birth–death chain generated by the associated Jacobi polynomials
• Quasi-birth-and-death processes and multivariate orthogonal polynomials
• An urn model for the Jacobi-Piñeiro polynomials
• Stochastic Darboux transformations for quasi-birth-and-death processes and urn models

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